Desynced Forex

MetaTrader Indicators and Expert Advisors Repository

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Base=false; buy_threshold=0.6; sell_threshold=0.6; inverse_position_open_?=true; invers_buy_threshold=0.3; invers_sell_threshold=0.3; fast=12; slow=34; tp=40; sl=30; close_orders=false;
Bars in test	551	Ticks modelled	541880	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	-85.41	Gross profit	112.25	Gross loss	-197.66
Profit factor	0.57	Expected payoff	-1.42
Absolute drawdown	85.41	Maximal drawdown	89.86 (0.90%)	Relative drawdown	0.90% (89.86)
Total trades	60	Short positions (won %)	30 (46.67%)	Long positions (won %)	30 (36.67%)
		Profit trades (% of total)	25 (41.67%)	Loss trades (% of total)	35 (58.33%)
Largest		profit trade	4.60	loss trade	-5.87
Average		profit trade	4.49	loss trade	-5.65
Maximum		consecutive wins (profit in money)	6 (26.85)	consecutive losses (loss in money)	8 (-45.55)
Maximal		consecutive profit (count of wins)	26.85 (6)	consecutive loss (count of losses)	-45.55 (8)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.10 22:00	sell	1	0.10	89.845	89.895	89.805
2	2009.11.10 23:18	t/p	1	0.10	89.805	89.895	89.805	4.45	10004.45
3	2009.11.11 01:00	buy	2	0.10	89.706	89.656	89.746
4	2009.11.11 01:01	s/l	2	0.10	89.656	89.656	89.746	-5.58	9998.87
5	2009.11.11 08:00	sell	3	0.10	89.803	89.853	89.763
6	2009.11.11 08:12	s/l	3	0.10	89.853	89.853	89.763	-5.57	9993.30
7	2009.11.11 20:00	buy	4	0.10	89.865	89.815	89.905
8	2009.11.11 20:05	s/l	4	0.10	89.815	89.815	89.905	-5.57	9987.73
9	2009.11.12 00:00	sell	5	0.10	89.869	89.919	89.829
10	2009.11.12 00:08	s/l	5	0.10	89.919	89.919	89.829	-5.56	9982.17
11	2009.11.12 03:00	buy	6	0.10	89.735	89.685	89.775
12	2009.11.12 03:17	t/p	6	0.10	89.775	89.685	89.775	4.46	9986.63
13	2009.11.12 08:00	sell	7	0.10	89.870	89.920	89.830
14	2009.11.12 08:07	t/p	7	0.10	89.830	89.920	89.830	4.45	9991.08
15	2009.11.12 09:00	buy	8	0.10	89.815	89.765	89.855
16	2009.11.12 09:01	s/l	8	0.10	89.765	89.765	89.855	-5.57	9985.51
17	2009.11.12 14:00	sell	9	0.10	89.978	90.028	89.938
18	2009.11.12 14:01	s/l	9	0.10	90.028	90.028	89.938	-5.56	9979.95
19	2009.11.13 00:00	buy	10	0.10	90.399	90.349	90.439
20	2009.11.13 00:31	s/l	10	0.10	90.349	90.349	90.439	-5.54	9974.41
21	2009.11.13 08:00	sell	11	0.10	90.371	90.421	90.331
22	2009.11.13 08:05	t/p	11	0.10	90.331	90.421	90.331	4.43	9978.84
23	2009.11.13 09:00	buy	12	0.10	90.321	90.271	90.361
24	2009.11.13 09:02	s/l	12	0.10	90.271	90.271	90.361	-5.54	9973.30
25	2009.11.13 22:00	sell	13	0.10	89.660	89.710	89.620
26	2009.11.13 22:17	s/l	13	0.10	89.710	89.710	89.620	-5.57	9967.73
27	2009.11.16 01:00	buy	14	0.10	89.649	89.599	89.689
28	2009.11.16 01:01	s/l	14	0.10	89.599	89.599	89.689	-5.58	9962.15
29	2009.11.16 04:00	sell	15	0.10	89.660	89.710	89.620
30	2009.11.16 04:08	s/l	15	0.10	89.710	89.710	89.620	-5.57	9956.58
31	2009.11.16 10:00	buy	16	0.10	89.475	89.425	89.515
32	2009.11.16 10:02	t/p	16	0.10	89.515	89.425	89.515	4.47	9961.05
33	2009.11.16 13:00	sell	17	0.10	89.605	89.655	89.565
34	2009.11.16 13:07	t/p	17	0.10	89.565	89.655	89.565	4.47	9965.52
35	2009.11.16 15:00	buy	18	0.10	89.430	89.380	89.470
36	2009.11.16 15:06	t/p	18	0.10	89.470	89.380	89.470	4.47	9969.99
37	2009.11.16 16:00	sell	19	0.10	89.444	89.494	89.404
38	2009.11.16 16:12	t/p	19	0.10	89.404	89.494	89.404	4.47	9974.46
39	2009.11.16 17:00	buy	20	0.10	89.318	89.268	89.358
40	2009.11.16 17:12	t/p	20	0.10	89.358	89.268	89.358	4.48	9978.94
41	2009.11.17 02:00	sell	21	0.10	89.110	89.160	89.070
42	2009.11.17 02:03	t/p	21	0.10	89.070	89.160	89.070	4.49	9983.43
43	2009.11.17 09:00	buy	22	0.10	88.865	88.815	88.905
44	2009.11.17 09:09	s/l	22	0.10	88.815	88.815	88.905	-5.63	9977.80
45	2009.11.17 11:00	sell	23	0.10	89.010	89.060	88.970
46	2009.11.17 11:08	t/p	23	0.10	88.970	89.060	88.970	4.50	9982.30
47	2009.11.18 05:00	buy	24	0.10	89.252	89.202	89.292
48	2009.11.18 05:03	s/l	24	0.10	89.202	89.202	89.292	-5.61	9976.69
49	2009.11.18 14:00	sell	25	0.10	89.140	89.190	89.100
50	2009.11.18 14:12	s/l	25	0.10	89.190	89.190	89.100	-5.61	9971.08
51	2009.11.19 00:00	buy	26	0.10	89.322	89.272	89.362
52	2009.11.19 00:25	t/p	26	0.10	89.362	89.272	89.362	4.48	9975.56
53	2009.11.19 01:00	sell	27	0.10	89.385	89.435	89.345
54	2009.11.19 01:03	s/l	27	0.10	89.435	89.435	89.345	-5.59	9969.97
55	2009.11.19 03:00	buy	28	0.10	89.195	89.145	89.235
56	2009.11.19 03:18	s/l	28	0.10	89.145	89.145	89.235	-5.61	9964.36
57	2009.11.19 18:00	sell	29	0.10	88.950	89.000	88.910
58	2009.11.19 18:13	t/p	29	0.10	88.910	89.000	88.910	4.50	9968.86
59	2009.11.20 04:00	buy	30	0.10	88.843	88.793	88.883
60	2009.11.20 04:06	t/p	30	0.10	88.883	88.793	88.883	4.50	9973.36
61	2009.11.20 06:00	sell	31	0.10	88.910	88.960	88.870
62	2009.11.20 06:16	s/l	31	0.10	88.960	88.960	88.870	-5.63	9967.73
63	2009.11.20 08:00	buy	32	0.10	88.785	88.735	88.825
64	2009.11.20 08:07	t/p	32	0.10	88.825	88.735	88.825	4.50	9972.23
65	2009.11.20 10:00	sell	33	0.10	88.879	88.929	88.839
66	2009.11.20 10:28	t/p	33	0.10	88.839	88.929	88.839	4.50	9976.73
67	2009.11.23 00:00	buy	34	0.10	88.838	88.788	88.878
68	2009.11.23 00:07	t/p	34	0.10	88.878	88.788	88.878	4.50	9981.23
69	2009.11.23 03:00	sell	35	0.10	88.923	88.973	88.883
70	2009.11.23 03:27	s/l	35	0.10	88.973	88.973	88.883	-5.62	9975.61
71	2009.11.23 04:00	buy	36	0.10	88.933	88.883	88.973
72	2009.11.23 04:57	s/l	36	0.10	88.883	88.883	88.973	-5.63	9969.98
73	2009.11.23 10:00	sell	37	0.10	88.978	89.028	88.938
74	2009.11.23 10:22	t/p	37	0.10	88.938	89.028	88.938	4.50	9974.48
75	2009.11.23 12:00	buy	38	0.10	88.843	88.793	88.883
76	2009.11.23 14:00	sell	39	0.10	88.864	88.914	88.824
77	2009.11.23 14:27	t/p	38	0.10	88.883	88.793	88.883	4.50	9978.98
78	2009.11.23 14:37	t/p	39	0.10	88.824	88.914	88.824	4.50	9983.48
79	2009.11.23 15:00	buy	40	0.10	88.846	88.796	88.886
80	2009.11.23 15:01	s/l	40	0.10	88.796	88.796	88.886	-5.63	9977.85
81	2009.11.23 16:00	sell	41	0.10	88.877	88.927	88.837
82	2009.11.23 16:00	s/l	41	0.10	88.927	88.927	88.837	-5.62	9972.23
83	2009.11.23 22:00	buy	42	0.10	88.975	88.925	89.015
84	2009.11.23 22:28	t/p	42	0.10	89.015	88.925	89.015	4.49	9976.72
85	2009.11.24 00:00	sell	43	0.10	89.041	89.091	89.001
86	2009.11.24 00:37	t/p	43	0.10	89.001	89.091	89.001	4.50	9981.22
87	2009.11.24 01:00	buy	44	0.10	88.931	88.881	88.971
88	2009.11.24 01:02	s/l	44	0.10	88.881	88.881	88.971	-5.63	9975.59
89	2009.11.24 18:00	sell	45	0.10	88.574	88.624	88.534
90	2009.11.24 18:18	t/p	45	0.10	88.534	88.624	88.534	4.52	9980.11
91	2009.11.24 20:00	buy	46	0.10	88.466	88.416	88.506
92	2009.11.24 20:10	t/p	46	0.10	88.506	88.416	88.506	4.52	9984.63
93	2009.11.24 21:00	sell	47	0.10	88.518	88.568	88.478
94	2009.11.24 21:02	s/l	47	0.10	88.568	88.568	88.478	-5.65	9978.98
95	2009.11.25 03:00	buy	48	0.10	88.271	88.221	88.311
96	2009.11.25 03:03	s/l	48	0.10	88.221	88.221	88.311	-5.67	9973.31
97	2009.11.25 08:00	sell	49	0.10	88.313	88.363	88.273
98	2009.11.25 08:07	s/l	49	0.10	88.363	88.363	88.273	-5.66	9967.65
99	2009.11.25 10:00	buy	50	0.10	88.174	88.124	88.214
100	2009.11.25 10:03	s/l	50	0.10	88.124	88.124	88.214	-5.67	9961.98
101	2009.11.25 18:00	sell	51	0.10	87.648	87.698	87.608
102	2009.11.25 18:06	s/l	51	0.10	87.698	87.698	87.608	-5.70	9956.28
103	2009.11.25 20:00	buy	52	0.10	87.498	87.448	87.538
104	2009.11.25 20:06	s/l	52	0.10	87.448	87.448	87.538	-5.72	9950.56
105	2009.11.26 02:00	sell	53	0.10	87.390	87.440	87.350
106	2009.11.26 02:26	s/l	53	0.10	87.440	87.440	87.350	-5.72	9944.84
107	2009.11.26 05:00	buy	54	0.10	86.757	86.707	86.797
108	2009.11.26 05:01	s/l	54	0.10	86.707	86.707	86.797	-5.76	9939.08
109	2009.11.26 08:00	sell	55	0.10	86.961	87.011	86.921
110	2009.11.26 08:00	t/p	55	0.10	86.921	87.011	86.921	4.60	9943.68
111	2009.11.27 01:00	buy	56	0.10	85.173	85.123	85.213
112	2009.11.27 01:00	s/l	56	0.10	85.123	85.123	85.213	-5.87	9937.81
113	2009.11.27 03:00	sell	57	0.10	86.036	86.086	85.996
114	2009.11.27 03:01	s/l	57	0.10	86.086	86.086	85.996	-5.81	9932.00
115	2009.11.27 04:00	buy	58	0.10	86.022	85.972	86.062
116	2009.11.27 04:00	s/l	58	0.10	85.972	85.972	86.062	-5.82	9926.18
117	2009.11.27 05:00	sell	59	0.10	86.040	86.090	86.000
118	2009.11.27 05:05	s/l	59	0.10	86.090	86.090	86.000	-5.81	9920.37
119	2009.11.27 22:00	buy	60	0.10	86.583	86.533	86.623
120	2009.11.27 22:14	s/l	60	0.10	86.533	86.533	86.623	-5.78	9914.59